V-Lab
V-Lab
F5 Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:30.19% (-0.53%)

Analysis last updated: Thursday, April 25, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of F5 Inc AGARCH
paramt-stat
ω0.02231.32
α0.076640.53
β0.9095644.10
γ1.420914.42
Estimation Period:
Jun 8, 1999 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts